Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.49% | 102.15 % | 102.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,750 CHF | 513,250 CHF | 99.38% | 99.38% |
15/05/2024 | 0.49% | 102.35 % | 102.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,750 CHF | 514,250 CHF | 98.35% | 98.35% |
14/05/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,000 CHF | 514,500 CHF | 99.38% | 99.38% |
13/05/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,250 CHF | 514,750 CHF | 98.94% | 98.94% |
10/05/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,500 CHF | 515,000 CHF | 99.22% | 99.22% |
08/05/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,750 CHF | 515,250 CHF | 99.36% | 99.36% |
07/05/2024 | 0.49% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,500 CHF | 516,000 CHF | 94.77% | 94.77% |
06/05/2024 | 0.49% | 102.80 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,000 CHF | 516,500 CHF | 99.37% | 99.37% |
03/05/2024 | 0.48% | 102.85 % | 103.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,250 CHF | 516,750 CHF | 99.29% | 99.29% |
02/05/2024 | 0.48% | 102.90 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,500 CHF | 517,000 CHF | 99.38% | 99.38% |